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Probability Theory: An Advanced Course Book

Probability Theory: An Advanced Course
Probability Theory: An Advanced Course, , Probability Theory: An Advanced Course has a rating of 3 stars
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Probability Theory: An Advanced Course, , Probability Theory: An Advanced Course
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  • Probability Theory: An Advanced Course
  • Written by author Vivek S. Borkar
  • Published by Springer-Verlag New York, LLC, October 1995
  • This book is an advanced text on probability theory. By presupposing the background of a standard first course in real analysis and a 'soft' course in probability theory, it gives a compact treatment of several key topics in probability, selected on the b
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Book Categories

Authors

Preface
Prologue
1Introduction1
2Spaces of Probability Measures19
3Conditioning and Martingales37
4Basic Limit Theorems65
5Markov Chains89
6Foundations of Continuous-Time Processes109
References131
Index135


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